-34.6%
ELAN vs VMC
+133.6%
-168.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.2% |
| 7D | -4.6% | -5.3% | +0.7% | -2.1% |
| 30D | +5.7% | -12.3% | +18.0% | +12.4% |
| 3M | -3.9% | -10.3% | +6.4% | +0.9% |
| 6M | -1.6% | -8.6% | +6.9% | +2.6% |
| YTD | +4.1% | -11.9% | +15.9% | +9.9% |
| 1Y | +25.5% | -13.9% | +39.4% | +33.9% |
| 3Y | +103.2% | +18.2% | +85.0% | +83.2% |
| 5Y | -29.8% | +47.7% | -77.5% | -43.7% |
| All | -34.6% | +133.6% | -168.2% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling